MA7155 APPLIED PROBABILITY AND STATISTICS

L T P C
3 1 0 4
OBJECTIVES:
To introduce the basic concepts of one dimensional and t wo dimension
al Random
Variables.
To provide information about Estimation theory, Correlation, Regression a
nd Testing of
hypothesis.
To enable the students to use t he concepts of multivariate normal di
stribution and
principle components analysis.
UNIT I ONE DIMENSIONAL RANDOM VARIABLES
9+3
Random variables - Probability function Moments Moment generating fun
ctions and
their properties Binomial, Poisson, Geometric, Uniform, Exponential, Gamma an
d Normal
distributions Functions of a Random Variable.
UNIT II TWO DIMENSIONAL RANDOM VARIABLES
9+3
Joint distributions Marginal and Conditional distributions Functions of
two dimensional
random variables Regression Curve Correlation.
UNIT III ESTIMATION THEORY
9+3
Unbiased Estimators Method of Moments Maximum Likelihood Estimation - Curve
fitting
by Principle of least squares Regression Lines.
UNIT IV TESTING OF HYPOTHESES
9+3
Sampling distributions - Type I and Type II errors - Tests base
d on Normal, t,2 and F
distributions for testing of mean, variance and proportions Tests
for Independence of
attribut es and Goodness of fit.
UNIT V MULTIVARIATE ANALYS IS
9+3
Random Vectors and Matrices - Mean vectors and Covariance matrice
s - Multivariate
Normal density and its properties - Principal components Populat
ion principal
components - Principal components from standardized variables.
TOTAL 45+15=60 PERIODS
OUTCOME:
The student will able to acquire the basic concepts of Probability
and Statistical
techniques f or solving mathematical problems which will be useful in solving En
gineering
problems
REFERENCES:
1 Jay L. Devore, Probability and Statistics For Engineering and the
Sciences,Thomson
and Duxbury, 2002.
2.Richard Johnson. Miller & Freunds Probability and Statistics for Engineer, Pren
tice
Hall , Seventh Edition, 2007.
3.Richard A. Johnson and Dean W. Wichern, Applied Multivariate Statistic
al Analysis,
Pearson Education, Asia, Fifth Edition, 2002.
4.Gupta S.C. and Kapoor V.K.Fundamentals of Mathematical Statistics, Sultan an
Sons,
2001.
5.Dallas E Johnson , Applied Multivariate Methods for Data Analysis, Thomson an Du
xbury
press,1998.
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